Finite Sample System Identification: Optimal Rates and the Role of Regularization

Yue Sun, Samet Oymak, Maryam Fazel. Finite Sample System Identification: Optimal Rates and the Role of Regularization. In Alexandre M. Bayen, Ali Jadbabaie, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 2nd Annual Conference on Learning for Dynamics and Control, L4DC 2020, Online Event, Berkeley, CA, USA, 11-12 June 2020. Volume 120 of Proceedings of Machine Learning Research, pages 16-25, PMLR, 2020. [doi]

Abstract

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